Anic Equity¶

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Total return since start: 0.582 %¶

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Equity now: -----------------------------> 48325.06 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46123.54 Kr¶

PnL: ---------------------------------------> -2098.71 Kr¶

DD now: ---------------------------------> -7.197 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 15:57:16.605680'

Anic Portfolio¶

Today¶

Return: -0.302 %¶

This Week¶

Return: -0.302 %¶

Total¶

Return: 58.204 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -9.520000 825.750000 127.750000 18.300000 698.000040
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Tobii Dynavox 109 -1.430000 2750.620000 28.620000 1.050000 2721.999993
Stillfront Group 38 -2.230000 709.650000 23.650000 3.450000 686.000016
Vitec Software Group B 1 -1.450000 496.200000 11.200000 2.310000 485.000000
MEKO 13 -1.960000 1563.900000 9.900000 0.640000 1554.000006
Tietoevry 2 -2.540000 644.800000 6.800000 1.070000 638.000000
G5 Entertainment 3 -0.310000 573.000000 1.000000 0.170000 572.000001
Mycronic 3 -2.340000 652.200000 0.200000 0.030000 651.999999
SKF B 3 -4.340000 588.000000 -8.000000 -1.340000 596.000001
SKF A 3 -4.650000 585.000000 -8.000000 -1.350000 593.000001
ASSA ABLOY B 2 -1.490000 503.000000 -11.000000 -2.140000 514.000000
Embracer Group B 14 -4.890000 675.640000 -13.360000 -1.940000 689.000004
Avanza Bank Holding 2 -3.480000 494.400000 -16.600000 -3.250000 511.000000
Addnode Group B 6 -3.110000 691.800000 -17.200000 -2.430000 709.000002
Husqvarna A 7 -3.650000 609.700000 -23.300000 -3.680000 632.999997
ACQ Bure SPAC 36 -0.410000 3463.200000 -26.800000 -0.770000 3489.999984
Husqvarna B 7 -3.360000 611.940000 -28.060000 -4.380000 639.999997
Loomis 6 -2.610000 2013.600000 -29.400000 -1.440000 2043.000000
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Fastighetsbolag. Emilshus Pref 21 -3.250000 531.300000 -30.700000 -5.460000 562.000005
Rejlers B 6 -2.270000 930.000000 -32.000000 -3.330000 961.999998
Lagercrantz Group B 5 -1.380000 571.000000 -36.000000 -5.930000 607.000000
Arion Banki SDB 61 -1.460000 660.020000 -36.980000 -5.310000 697.000030
Swedbank A 3 -3.540000 576.000000 -42.000000 -6.800000 618.000000
Collector Bank 29 -6.250000 1191.900000 -42.100000 -3.410000 1233.999996
Norva24 Group 12 -1.960000 360.720000 -46.530000 -11.430000 407.250000
Mips 1 -1.990000 474.000000 -55.000000 -10.400000 529.000000
Dustin Group 18 -4.440000 612.000000 -58.000000 -8.660000 669.999996
Nordea Bank Abp 30 -4.280000 3690.600000 -72.400000 -1.920000 3762.999990
AFRY 3 -3.710000 514.500000 -80.500000 -13.530000 594.999999
Viaplay Group B 4 -5.700000 945.600000 -91.400000 -8.810000 1037.000000
Beijer Alma B 9 -1.930000 1827.000000 -127.000000 -6.500000 1953.999999
RVRC Holding 17 -3.050000 550.800000 -132.200000 -19.360000 683.000007
Fastighetsbolaget Emilshus B 23 1.750000 549.700000 -145.300000 -20.910000 694.999993
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 0.000000 695.200000 -297.800000 -29.990000 992.999997
Camurus 16 -3.060000 3552.000000 -586.000000 -14.160000 4138.000000
TOTAL 46123.540000 -2098.710000 -7.19662% 48222.250041

Updated:¶

'2023-03-13 15:57:30.712032'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶